R/data.R

In l1rotation: Identify Loading Vectors under Sparsity in Factor Models

#' Example data with two factors from the replication files of Freyaldenhoven (2025).
#'
#' @format ## `example_data`
#' A matrix with 224 rows and 207 columns.
#'
#' @source Dataset available as a .mat file can be found under local_factors.zip at \url{https://simonfreyaldenhoven.github.io/software/}
"example_data"